I'm looking to collect data on Apple by the minute going back to 2017 to now. However I only want to keep the first hour and last 30 minutes of everyday in my sample. Any suggestions?
Thank you!
Curtis
Pandas has a great method called between_time. See the docs here
# get our minute prices
prices = get_pricing(['AAPL'], start_date="2017-1-1", end_date="2019-5-1", fields='close_price', frequency='minute')
# change times to be the market time and not UTC time (this even accounts for daylight saving time)
prices_et = prices.tz_convert('US/Eastern')
# Use the pandas 'between_time' method to select the time range
# Nice feature is that it 'wraps'!
# The last half hour and first hour can be fetched like this
prices_et.between_time('15:30', '10:30')
Check out this post for some more info and a notebook showing this in action.
Good luck.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.